+76.9%
DDOG vs CB
+72.3%
+4.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | +0.1% |
| 7D | +5.6% | 0.0% | +5.6% | +5.7% |
| 30D | -34.9% | +7.4% | -42.3% | -33.8% |
| 3M | -23.4% | +8.6% | -32.0% | -22.0% |
| 6M | -7.7% | +16.1% | -23.9% | -4.9% |
| YTD | +35.6% | +20.2% | +15.4% | +40.1% |
| 1Y | -3.4% | +27.2% | -30.6% | 0.0% |
| All | +76.9% | +72.3% | +4.7% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling